Consistent high-dimensional Bayesian variable selection via penalized credible regions (Q4904737)
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scientific article; zbMATH DE number 6133107
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| English | Consistent high-dimensional Bayesian variable selection via penalized credible regions |
scientific article; zbMATH DE number 6133107 |
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Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions (English)
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31 January 2013
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consistency
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LASSO
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stochastic search
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0.7993853688240051
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0.7790859937667847
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0.7725332379341125
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0.7644597887992859
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0.7636625170707703
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